Empirical likelihood for right censored data with covariables

For complete observation and p-dimensional parameter θ defined by an estimation equation, empirical likelihood method of construction of confidence region is based on the asymptotic χp2 distribution of -2 log（EL ratio）. For right censored lifetime data with covariables, however, it is shown in liter...

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Bibliographic Details
Published in:Science China. Mathematics 2014-06, Vol.57 (6), p.1275-1286
Main Authors: He, ShuYuan, Liang, Wei
Format: Article
Language:English
Subjects:
Applications of Mathematics
Asymptotic properties
Confidence
Construction
Estimating
Functions (mathematics)
Influence functions
Mathematical analysis
Mathematics
Mathematics and Statistics
Texts
协变量
协方差矩阵
右删失数据
尺度参数
影响函数
施工要求
经验似然
置信区间
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Summary:For complete observation and p-dimensional parameter θ defined by an estimation equation, empirical likelihood method of construction of confidence region is based on the asymptotic χp2 distribution of -2 log（EL ratio）. For right censored lifetime data with covariables, however, it is shown in literature that -2 log（EL ratio） converges weakly to a scaled χp2 distribution, where the scale parameter is a function of unknown asymptotic covariance matrix. The construction of confidence region requires estimation of this scale parameter. In this paper, by using influence functions in the estimating equation, we show that -2 log（EL ratio） converges weakly to a standard χp2 distribution and hence eliminates the procedure of estimating the scale parameter.
ISSN:1674-7283
1869-1862
DOI:10.1007/s11425-014-4808-0